+84.8%
OKTA vs HIG
+101.1%
-16.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -2.4% | -1.5% | -1.0% | -2.2% |
| 30D | +13.0% | -0.4% | +13.4% | +13.0% |
| 3M | +41.7% | +6.7% | +35.0% | +39.6% |
| 6M | +105.9% | +2.0% | +104.0% | +104.7% |
| YTD | +92.6% | +0.3% | +92.3% | +91.6% |
| 1Y | +81.1% | +4.2% | +76.9% | +78.0% |
| 3Y | +84.8% | +102.2% | -17.4% | +48.5% |
| All | +84.8% | +101.1% | -16.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling